In a multiplexed-input multirate system used in a head positioning control system for a magnetic disk device or the like, it may in some cases be necessary to identify the frequency response (transfer function) of a controlled object at a sampling period of a control input side at the time of control system design. Since control output (observed output) is thinned out (down-sampled) in the multiplexed-input multirate system, a usual method of frequency response identification cannot be directly applied. Accordingly, there arises the need for an identification algorithm that takes into consideration features of the multiplexed-input multirate system.